Minimizing spectral risk measures applied to Markov decision processes (Q2238755): Difference between revisions

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-.1007/s00186-021-00746-w
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+Reinsurance
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+Optimal risk allocation in reinsurance networks
@@ Property / cites work: Optimal risk allocation in reinsurance networks / rank @@
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@@ Property / cites work @@
+Markov decision processes with average-value-at-risk criteria
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@@ Property / cites work @@
+Markov decision processes with applications to finance.
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@@ Property / cites work @@
+More Risk-Sensitive Markov Decision Processes
@@ Property / cites work: More Risk-Sensitive Markov Decision Processes / rank @@
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+Optimal reinsurance with general premium principles
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+Markov decision processes with iterated coherent risk measures
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+Fast Legendre–Fenchel Transform and Applications to Hamilton–Jacobi Equations and Conservation Laws
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+Risk-Sensitive Markov Decision Processes
@@ Property / cites work: Risk-Sensitive Markov Decision Processes / rank @@
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+A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
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+Certainty equivalents as risk measures
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+Premiums and reserves, adjusted by distortions
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+.1007/S00186-021-00746-W
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+Publication:2238755